BNP Paribas Put 35 ADEN 19.12.202.../  DE000PC39B94  /

Frankfurt Zert./BNP
2024-06-07  4:21:10 PM Chg.+0.020 Bid5:08:49 PM Ask5:08:49 PM Underlying Strike price Expiration date Option type
0.640EUR +3.23% -
Bid Size: -
-
Ask Size: -
ADECCO N 35.00 CHF 2025-12-19 Put
 

Master data

WKN: PC39B9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Put
Strike price: 35.00 CHF
Maturity: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.25
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.20
Implied volatility: 0.39
Historic volatility: 0.30
Parity: 0.20
Time value: 0.45
Break-even: 29.64
Moneyness: 1.06
Premium: 0.13
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.56%
Delta: -0.41
Theta: 0.00
Omega: -2.13
Rho: -0.31
 

Quote data

Open: 0.630
High: 0.650
Low: 0.620
Previous Close: 0.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.47%
1 Month
  -1.54%
3 Months
  -4.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.580
1M High / 1M Low: 0.650 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.554
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -